The Hedge fund industry has grown significantly over the past 20 years, and is considered by many to be a part of the optimal portfolio. Using a Market Model, l created the optimal Markowitz portfolio over different business cycles to determine which hedge fund strategies are a part of the optimal portfolio. I determined that Distressed Credit Fixed Income hedge funds are optimal during bull markets, with no strategy being optimal during bear markets.
| Identifer | oai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cmc_theses-1806 |
| Date | 01 January 2013 |
| Creators | Tunnell, Travis |
| Publisher | Scholarship @ Claremont |
| Source Sets | Claremont Colleges |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | CMC Senior Theses |
| Rights | © 2013 Travis Tunnell |
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